private void FormDailySummary_Load(object sender, EventArgs e)
{
using (MyMiniTradingSystemContext context = new MyMiniTradingSystemContext())
{
var groupQuery =
from data in context.DailySummarys
where data.UserCode == DefaultUserCode
group data by data.PositionCommodityCode;
foreach (var group in groupQuery)
{
this.cboItem.Items.Add(group.Key);
}
var dateQuery =
from data in context.DailySummarys
where
data.UserCode == DefaultUserCode
orderby
data.DailySummaryDate
select data;
DailySummary firstData = dateQuery.FirstOrDefault();
if (firstData != null)
{
this.dtpStart.Value = firstData.DailySummaryDate;
this.dtpStart.MinDate = firstData.DailySummaryDate;
}
this.dtpFinish.Value = DateTime.Today;
this.dtpFinish.MaxDate = DateTime.Today;
}
}
public void DailySummaryEmail()
{
using (Service = new EmailService())
{
DailySummary _summary = new DailySummary();
}
}
public ActionResult GetBestCriteria(string CriteriaValue)
{
List <DailySummary> BestCriteria = new List <DailySummary>();
using (TAS2013Entities dc = new TAS2013Entities())
{
DateTime To = (DateTime)dc.DailySummaries.Max(x => x.Date);
DateTime From = To.AddDays(-20);
var GetSummaries = dc.DailySummaries.Where(aa => aa.Criteria == CriteriaValue && (aa.Date >= From && aa.Date <= To)).ToList();
var DistinctCriterias = GetSummaries.Select(aa => new { aa.CriteriaValue }).Distinct().ToList();
foreach (var distinctcriteria in DistinctCriterias)
{
DailySummary gatherinfo = new DailySummary();
List <DailySummary> intermediate = GetSummaries.Where(aa => aa.CriteriaValue == distinctcriteria.CriteriaValue).ToList();
gatherinfo = InitializeDailySummaryValues(intermediate);
foreach (DailySummary inter in intermediate)
{
gatherinfo = AddValues(gatherinfo, inter);
}
BestCriteria.Add(gatherinfo);
}
}
Console.Write(CriteriaValue);
return(Json(BestCriteria, JsonRequestBehavior.AllowGet));
}
public static void TestBody_RecipientInterrupted()
{
var recipient = Create.User("Pierre-Emerick Aubameyang");
var allocatedUsers = Create.Users("Petr Čech", "Héctor Bellerín");
var interruptedUsers = Create.Users("Sokratis Papastathopoulos", "Mohamed Elneny").Concat(new[] { recipient });
var allUsers = allocatedUsers.Concat(interruptedUsers);
var allocations = Create.Allocations(allocatedUsers, default(LocalDate));
var requests = Create.Requests(allUsers, default(LocalDate));
var email = new DailySummary(recipient, allocations, requests);
Assert.All(allocatedUsers, a => email.HtmlBody.Contains(a.FullName, StringComparison.InvariantCulture));
Assert.All(allocatedUsers, a => email.PlainTextBody.Contains(a.FullName, StringComparison.InvariantCulture));
const string ExpectedHtmlInterruptedText =
"(Interrupted: <strong>Pierre-Emerick Aubameyang</strong>, Mohamed Elneny, Sokratis Papastathopoulos)";
const string ExpectedPlainInterruptedText =
"(Interrupted: *Pierre-Emerick Aubameyang*, Mohamed Elneny, Sokratis Papastathopoulos)";
Assert.True(email.HtmlBody.Contains(ExpectedHtmlInterruptedText, StringComparison.InvariantCulture));
Assert.True(email.PlainTextBody.Contains(ExpectedPlainInterruptedText, StringComparison.InvariantCulture));
}
private void SummarizeData(Stock stock)
{
Eod lastEod = _summaryRepository.GetLastEod(stock.Symbol);
if (lastEod == null)
{
return;
}
DailySummary lastSummary = _summaryRepository.GetLastSummary(stock.Symbol);
if (lastSummary != null && lastEod.Date <= lastSummary.Date)
{
return;
}
//when extend, change code to DailyV002, DailyV003 and so on.
var daily = new DailyV001();
daily.Symbol = stock.Symbol;
daily.Date = lastEod.Date;
var adx = _summaryRepository.GetADX(daily.Symbol, daily.Date);
if (adx == null)
{
return;
}
daily.ADX14 = adx.ADX14;
var sma = _summaryRepository.GetSMA(daily.Symbol, daily.Date);
if (sma == null)
{
return;
}
daily.SMAShortTerm = sma.SMA5;
daily.SMAMidTerm = sma.SMA10;
daily.SMALongTerm = sma.SMA20;
var rsi = _summaryRepository.GetRSI(daily.Symbol, daily.Date);
if (rsi == null)
{
return;
}
daily.RSI14 = rsi.LastRSI;
var rsiPredict = _summaryRepository.GetRSIPredict(daily.Symbol, daily.Date);
if (rsiPredict == null)
{
return;
}
daily.R30Price = rsiPredict.PredictRsi30Price;
daily.R70Price = rsiPredict.PredictRsi70Price;
//todo
daily.VolumePercentAgainstAvg = 0;
_summaryRepository.SaveDailySummary(daily.ToDailySummary());
}
public void Create(DailySummaryBM dailySummary)
{
DailySummary dailySummaryDM = _mapper.Map <DailySummary> (dailySummary);
_context.DailySummaries.Add(dailySummaryDM);
_context.SaveChanges();
}
public void RiskExposureTest_AND2()
{
var configuration = new V1ExposureRiskCalculationConfiguration()
{
DailySummary_DaySummary_ScoreSum = new V1ExposureRiskCalculationConfiguration.Threshold()
{
Op = V1ExposureRiskCalculationConfiguration.Threshold.OPERATION_GREATER_EQUAL,
Value = 1170.0
},
ExposureWindow_ScanInstance_SecondsSinceLastScanSum = new V1ExposureRiskCalculationConfiguration.Threshold()
{
Op = V1ExposureRiskCalculationConfiguration.Threshold.OPERATION_GREATER_EQUAL,
Value = 900.0
},
};
var dailySummary = new DailySummary()
{
DateMillisSinceEpoch = 0,
DaySummary = new ExposureSummaryData()
{
ScoreSum = 1170.0
},
ConfirmedClinicalDiagnosisSummary = new ExposureSummaryData(),
ConfirmedTestSummary = new ExposureSummaryData(),
RecursiveSummary = new ExposureSummaryData(),
SelfReportedSummary = new ExposureSummaryData()
};
var exposureWindows = new List <ExposureWindow>()
{
new ExposureWindow()
{
CalibrationConfidence = CalibrationConfidence.High,
DateMillisSinceEpoch = 0,
Infectiousness = Infectiousness.High,
ReportType = ReportType.Unknown,
ScanInstances = new List <ScanInstance>()
{
new ScanInstance()
{
SecondsSinceLastScan = 600,
TypicalAttenuationDb = 1
},
new ScanInstance()
{
SecondsSinceLastScan = 240,
TypicalAttenuationDb = 10
}
}
}
};
IExposureRiskCalculationService service = CreateService();
RiskLevel result = service.CalcRiskLevel(dailySummary, exposureWindows, configuration);
Assert.Equal(RiskLevel.Low, result);
}
public ActionResult GetGraphValues(string CriteriaValue)
{
using (TAS2013Entities dc = new TAS2013Entities())
{
DailySummary ds = dc.DailySummaries.Where(aa => aa.SummaryDateCriteria == CriteriaValue).FirstOrDefault();
return(Json(ds, JsonRequestBehavior.AllowGet));
}
}
public RiskLevel CalcRiskLevel(
DailySummary dailySummary,
List <ExposureWindow> exposureWindowList,
V1ExposureRiskCalculationConfiguration configuration
)
{
if (
configuration.DailySummary_DaySummary_ScoreSum.Op == Threshold.OPERATION_NOP &&
configuration.DailySummary_WeightedDurationAverage.Op == Threshold.OPERATION_NOP &&
configuration.ExposureWindow_ScanInstance_SecondsSinceLastScanSum.Op == Threshold.OPERATION_NOP &&
configuration.ExposureWindow_ScanInstance_TypicalAttenuationDb_Max.Op == Threshold.OPERATION_NOP &&
configuration.ExposureWindow_ScanInstance_TypicalAttenuationDb_Min.Op == Threshold.OPERATION_NOP
)
{
_loggerService.Info("All conditions are NOP.");
return(RiskLevel.Low);
}
var allScanInstances = exposureWindowList
.SelectMany(ew => ew.ScanInstances);
double secondsSinceLastScanSum = allScanInstances
.Sum(si => si.SecondsSinceLastScan);
double weightedDurationAverage = 0;
if (secondsSinceLastScanSum > 0)
{
weightedDurationAverage = dailySummary.DaySummary.WeightedDurationSum / secondsSinceLastScanSum;
}
double typicalAttenuationDbMax = 0;
if (allScanInstances.Count() > 0)
{
typicalAttenuationDbMax = allScanInstances.Max(si => si.TypicalAttenuationDb);
}
double typicalAttenuationDbMin = 0;
if (allScanInstances.Count() > 0)
{
typicalAttenuationDbMin = allScanInstances.Min(si => si.TypicalAttenuationDb);
}
// AND
if (configuration.DailySummary_DaySummary_ScoreSum.Cond(dailySummary.DaySummary.ScoreSum) &&
configuration.DailySummary_WeightedDurationAverage.Cond(weightedDurationAverage) &&
configuration.ExposureWindow_ScanInstance_SecondsSinceLastScanSum.Cond(secondsSinceLastScanSum) &&
configuration.ExposureWindow_ScanInstance_TypicalAttenuationDb_Max.Cond(typicalAttenuationDbMax) &&
configuration.ExposureWindow_ScanInstance_TypicalAttenuationDb_Min.Cond(typicalAttenuationDbMin)
)
{
return(RiskLevel.High);
}
return(RiskLevel.Low);
}
public void GetDataByAccount()
{
var result = App.Repository.Memo.GetDailySummaryByAccount(DateTime.Now);
foreach (var r in result)
{
DailySummary.Add(r);
}
}
public JsonCompatibleExposureDailySummary(DailySummary dailySummary)
{
Timestamp = dailySummary.Timestamp;
Summary = dailySummary.GetReport(ReportType.ConfirmedTest);
Dictionary <ReportType, DailySummaryReport> summaryBasedOnReportType = new Dictionary <ReportType, DailySummaryReport>();
summaryBasedOnReportType.Add(ReportType.ConfirmedTest, Summary);
Reports = summaryBasedOnReportType;
}
//todo:make it generic
public DailyV001 GetDailySummaryListForDate(string symbol, DateTime date)
{
DailySummary value = _context.GetDailySummary(symbol, date);
if (value == null)
{
return(null);
}
return(EntityHelper.DeserializeFromXml <DailyV001>(value.Data));
}
public static void TestTo(string to)
{
var recipient = new ApplicationUser {
Email = to
};
var email = new DailySummary(
recipient, default(IReadOnlyList <Allocation>), default(IReadOnlyList <Request>));
Assert.Equal(to, email.To);
}
public void RiskInDailySummaryAboveThreshold_ReturnsFalseWhenBelowConfiguredLimit(string locale)
{
Thread.CurrentThread.CurrentCulture = new CultureInfo(locale);
LocalPreferencesHelper.ScoreSumThreshold = 780;
DailySummaryReport dailySummaryReport = new DailySummaryReport(0, 779, 0);
DailySummary dailySummary = new DailySummary(SystemTime.Now(), dailySummaryReport,
new Dictionary <ReportType, DailySummaryReport>());
bool isAboveThreshold = ExposureDetectedHelper.RiskInDailySummaryAboveThreshold(dailySummary);
Assert.False(isAboveThreshold);
}
public DailySummaryBM Get(DateTime CreatedDate)
{
DailySummary dailySummary = _context.DailySummaries
.AsNoTracking()
.FirstOrDefault(x => !x.DateDeleted.HasValue && x.DateCreated == CreatedDate);
if (dailySummary == null)
{
return(null);
}
return(_mapper.Map <DailySummaryBM> (dailySummary));
}
public bool Remove(int id)
{
bool isEntityExists = _context.DailySummaries.Any(x => !x.DateDeleted.HasValue && x.Id == id);
if (isEntityExists)
{
DailySummary dailySummary = _context.DailySummaries.First(x => x.Id == id);
_context.DailySummaries.Remove(dailySummary);
_context.SaveChanges();
}
return(isEntityExists);
}
public void RiskExposureTest_AllNOP()
{
var configuration = new V1ExposureRiskCalculationConfiguration()
{
// All conditions are NOP
};
var dailySummary = new DailySummary()
{
DateMillisSinceEpoch = 0,
DaySummary = new ExposureSummaryData()
{
ScoreSum = 2000.0
},
ConfirmedClinicalDiagnosisSummary = new ExposureSummaryData(),
ConfirmedTestSummary = new ExposureSummaryData(),
RecursiveSummary = new ExposureSummaryData(),
SelfReportedSummary = new ExposureSummaryData()
};
var exposureWindows = new List <ExposureWindow>()
{
new ExposureWindow()
{
CalibrationConfidence = CalibrationConfidence.High,
DateMillisSinceEpoch = 0,
Infectiousness = Infectiousness.High,
ReportType = ReportType.Unknown,
ScanInstances = new List <ScanInstance>()
{
new ScanInstance()
{
SecondsSinceLastScan = 600,
TypicalAttenuationDb = 1
},
new ScanInstance()
{
SecondsSinceLastScan = 600,
TypicalAttenuationDb = 10
}
}
}
};
IExposureRiskCalculationService service = CreateService();
RiskLevel result = service.CalcRiskLevel(dailySummary, exposureWindows, configuration);
Assert.Equal(RiskLevel.Low, result);
}
private void FormDailySummaryValue_Load(object sender, EventArgs e)
{
using (MyMiniTradingSystemContext context = new MyMiniTradingSystemContext())
{
var groupQuery =
from data in context.DailySummarys
where data.UserCode == DefaultUserCode
group data by data.PositionCommodityCode;
foreach (var group in groupQuery)
{
// Create a data series
Series series1 = new Series()
{
// 名称.
Name = group.Key,
// 类型.
ChartType = SeriesChartType.StackedArea,
// 显示数值.
IsValueShownAsLabel = true,
};
// Add series to the chart
this.chart1.Series.Add(series1);
}
var dateQuery =
from data in context.DailySummarys
where
data.UserCode == DefaultUserCode
orderby
data.DailySummaryDate
select data;
DailySummary firstData = dateQuery.FirstOrDefault();
if (firstData != null)
{
this.dtpStart.Value = firstData.DailySummaryDate;
this.dtpStart.MinDate = firstData.DailySummaryDate;
}
this.dtpFinish.Value = DateTime.Today;
this.dtpFinish.MaxDate = DateTime.Today;
}
}
public ActionResult GetGraphValuesForMultipleSelect(string GeneralCriteria, List <string> Ids)
{
List <DailySummary> GetListOfDailySummaries = new List <DailySummary>();
foreach (string id in Ids)
{
string CriteriaValue = "";
CriteriaValue = GeneralCriteria + id;
using (TAS2013Entities dc = new TAS2013Entities())
{
DailySummary ds = dc.DailySummaries.Where(aa => aa.SummaryDateCriteria == CriteriaValue).FirstOrDefault();
GetListOfDailySummaries.Add(ds);
}
}
return(Json(GetListOfDailySummaries, JsonRequestBehavior.AllowGet));
}
private void ShowDailySummaryView(object sender, EventArgs e)
{
DailySummary rptVwDailySummary = new DailySummary();
_grdTimeEntry.DataSource = null;
_grdTimeEntry.DataSource = rptVwDailySummary.Fetch(_connection, _sUserId);
_mnItmEdit_DeleteEntry.Enabled = false;
_mnItmView_Detailed.Checked = false;
_mnItmView_DailyTaskSummary.Checked = false;
_mnItmView_DailySummary.Checked = true;
_mnItmView_TaskSummary.Checked = false;
_mnItmView_DailyTaskStatus.Checked = false;
#region Old Script
//StringBuilder strSql = new StringBuilder();
//strSql.AppendLine("SELECT NumMonth, NumDay, SUM(Time) * 24 AS ElapsedTime ");
//strSql.AppendLine("FROM (SELECT DATEPART(mm, ActionTime) AS NumMonth, DATEPART(dd, ActionTime) AS NumDay, ");
//strSql.AppendLine( "SUM(CONVERT(float, ActionTime)) * - 1 AS Time, UserId, ActionTypeID, Task ");
//strSql.AppendLine( "FROM TimeLog ");
//strSql.AppendLine( "WHERE ActionTypeID = 0 ");
//strSql.AppendLine( "GROUP BY DATEPART(mm, ActionTime), DATEPART(dd, ActionTime), UserId, ActionTypeID, Task ");
//strSql.AppendLine( "UNION ");
//strSql.AppendLine( "SELECT DATEPART(mm, ActionTime) AS NumMonth, DATEPART(dd, ActionTime) AS NumDay, ");
//strSql.AppendLine( "SUM(CONVERT(float, ActionTime)) AS Time, UserId, ActionTypeID, Task ");
//strSql.AppendLine( "FROM TimeLog AS TimeLog_1 ");
//strSql.AppendLine( "WHERE ActionTypeID = 1 ");
//strSql.AppendLine( "GROUP BY DATEPART(mm, ActionTime), DATEPART(dd, ActionTime), UserId, ActionTypeID, Task ");
//strSql.AppendLine( "UNION ");
//strSql.AppendLine( "SELECT DATEPART(mm, GETDATE()) AS NumMonth, DATEPART(dd, GETDATE()) AS NumDay, ");
//strSql.AppendLine( "CASE WHEN (ActionTypeID = 0) THEN CONVERT(float, GETDATE()) ELSE 0 END AS Time, ");
//strSql.AppendLine( "UserID, 1 AS ActionTypeID, Task ");
//strSql.AppendLine( "FROM (SELECT TOP 1 * FROM TimeLog ORDER BY ActionTime DESC) AS LSTACT) AS TBL ");
//strSql.AppendLine("WHERE UserId = '" + _sUserId + "' ");
//strSql.AppendLine("GROUP BY NumMonth, NumDay ");
//strSql.AppendLine("ORDER BY NumMonth, NumDay");
#endregion
}
public bool Edit(DailySummaryBM dailySummary)
{
bool isEntityExists = _context.DailySummaries.Any(x => !x.DateDeleted.HasValue && x.Id == dailySummary.Id);
if (isEntityExists)
{
DailySummary dailySummaryDM = _context.DailySummaries.AsNoTracking().First(x => x.Id == dailySummary.Id);
dailySummaryDM.Desription = dailySummary.Desription;
dailySummaryDM.DateModified = DateTime.Now;
_context.DailySummaries.Update(dailySummaryDM);
_context.SaveChanges();
}
return(isEntityExists);
}
public static void TestSubject_RecipientInterrupted()
{
var date = 18.December(2018);
var recipient = Create.User("Pierre-Emerick Aubameyang");
var allocatedUsers = Create.Users("Petr Čech", "Héctor Bellerín");
var interruptedUsers = Create.Users("Sokratis Papastathopoulos", "Mohamed Elneny").Concat(new[] { recipient });
var allUsers = allocatedUsers.Concat(interruptedUsers);
var allocations = Create.Allocations(allocatedUsers, date);
var requests = Create.Requests(allUsers, date);
var email = new DailySummary(recipient, allocations, requests);
Assert.Equal("[INTERRUPTED] 18 Dec Daily allocations summary", email.Subject);
}
public ActionResult GetGraphValuesForMultipleSelectAndDifferentDate(string GeneralCriteria, List <string> Ids, string datefrom, string dateto)
{
List <DailySummary> GetListOfDailySummaries = new List <DailySummary>();
using (TAS2013Entities dc = new TAS2013Entities())
{
foreach (var id in Ids)
{
for (DateTime date = Convert.ToDateTime(datefrom); date.Date <= Convert.ToDateTime(dateto).Date; date = date.AddDays(1))
{
string query = date.Year.ToString().Substring(2) + (("0" + date.Month).Count() != 2 ? date.Month + "" : ("0" + date.Month)) + (("0" + date.Day).Count() != 2 ? date.Day + "" : ("0" + date.Day)) + GeneralCriteria + id;
DailySummary ds = dc.DailySummaries.Where(aa => aa.SummaryDateCriteria == query).FirstOrDefault();
GetListOfDailySummaries.Add(ds);
}
}
return(Json(GetListOfDailySummaries, JsonRequestBehavior.AllowGet));
}
}
public void RiskExposureTest(string scoreSumOp, double scoreSumValue, double scoreSum, RiskLevel expected)
{
var configuration = new V1ExposureRiskCalculationConfiguration()
{
DailySummary_DaySummary_ScoreSum = new V1ExposureRiskCalculationConfiguration.Threshold()
{
Op = scoreSumOp,
Value = scoreSumValue
}
};
var dailySummary = new DailySummary()
{
DateMillisSinceEpoch = 0,
DaySummary = new ExposureSummaryData()
{
ScoreSum = scoreSum
},
ConfirmedClinicalDiagnosisSummary = new ExposureSummaryData(),
ConfirmedTestSummary = new ExposureSummaryData(),
RecursiveSummary = new ExposureSummaryData(),
SelfReportedSummary = new ExposureSummaryData()
};
var exposureWindows = new List <ExposureWindow>()
{
new ExposureWindow()
{
CalibrationConfidence = CalibrationConfidence.High,
DateMillisSinceEpoch = 0,
Infectiousness = Infectiousness.High,
ReportType = ReportType.Unknown,
ScanInstances = new List <ScanInstance>()
}
};
IExposureRiskCalculationService service = CreateService();
RiskLevel result = service.CalcRiskLevel(dailySummary, exposureWindows, configuration);
Assert.Equal(expected, result);
}
public ActionResult GetGraphValuesForDifferentDatesSS(string CriteriaValue, string datefrom, string dateto)
{
List <DailySummary> GetListOfDailySummaries = new List <DailySummary>();
string criteria = CriteriaValue.Substring(0, 1);
string value = CriteriaValue.Substring(1);
if (value.ToLower() != "null")
{
using (TAS2013Entities dc = new TAS2013Entities())
{
for (DateTime date = Convert.ToDateTime(datefrom); date.Date <= Convert.ToDateTime(dateto).Date; date = date.AddDays(1))
{
string query = date.Year.ToString().Substring(2) + (("0" + date.Month).Count() != 2 ? date.Month + "" : ("0" + date.Month)) + (("0" + date.Day).Count() != 2 ? date.Day + "" : ("0" + date.Day)) + criteria + value;
short criteriav = Convert.ToInt16(value);
DailySummary ds = dc.DailySummaries.Where(aa => aa.SummaryDateCriteria == query).First();
GetListOfDailySummaries.Add(ds);
}
}
}
return(Json(GetListOfDailySummaries, JsonRequestBehavior.AllowGet));
}
private DailySummary InitializeDailySummaryValues(List <DailySummary> intermediate)
{
DailySummary gatherinfo = new DailySummary();
gatherinfo.CriteriaName = intermediate.FirstOrDefault().CriteriaName;
gatherinfo.CriteriaValue = intermediate.FirstOrDefault().CriteriaValue;
gatherinfo.Criteria = intermediate.FirstOrDefault().Criteria;
gatherinfo.AActualMins = 0;
gatherinfo.AbsentEmps = 0;
gatherinfo.ActualWorkMins = 0;
gatherinfo.AEIMins = 0;
gatherinfo.AEOMins = 0;
gatherinfo.AExpectedMins = 0;
gatherinfo.ALIMins = 0;
gatherinfo.ALOMins = 0;
gatherinfo.ALossMins = 0;
gatherinfo.AOTMins = 0;
gatherinfo.EIEmps = 0;
gatherinfo.EIMins = 0;
gatherinfo.EOEmps = 0;
gatherinfo.EOMins = 0;
gatherinfo.ExpectedWorkMins = 0;
gatherinfo.HalfLvEmps = 0;
gatherinfo.LIEmps = 0;
gatherinfo.LIMins = 0;
gatherinfo.LOEmps = 0;
gatherinfo.LOMins = 0;
gatherinfo.LossWorkMins = 0;
gatherinfo.LvEmps = 0;
gatherinfo.OnTimeEmps = 0;
gatherinfo.OTEmps = 0;
gatherinfo.OTMins = 0;
gatherinfo.PresentEmps = 0;
gatherinfo.ShortLvEmps = 0;
gatherinfo.TotalEmps = 0;
return(gatherinfo);
}
/// <summary>
/// 创建某用户的每日总结.
/// </summary>
/// <param name="userCode"></param>
/// <returns></returns>
public bool BuildOneUserDailySummary(string userCode, DateTime date)
{
bool result = false;
try
{
using (MyMiniTradingSystemContext context = new MyMiniTradingSystemContext())
{
// 先查询有没有仓位.
var pQuery =
from data in context.Positions
where
data.UserCode == userCode &&
data.Quantity > 0
select
data;
List <Position> userPositionList = pQuery.ToList();
if (userPositionList.Count == 0)
{
ResultMessage = "用户没有任何持仓！";
return(result);
}
List <DailySummary> newDataList = new List <DailySummary>();
foreach (Position userPosition in userPositionList)
{
CommodityPrice cp =
context.CommodityPrices.FirstOrDefault(p => p.CommodityCode == userPosition.CommodityCode && p.TradingStartDate == date);
if (cp == null)
{
ResultMessage = String.Format("未能检索到{0}的{1:yyyy-MM-dd}的行情数据！", userPosition.CommodityCode, date);
return(result);
}
DailySummary newData = new DailySummary()
{
// 用户.
UserCode = userCode,
// 商品.
PositionCommodityCode = userPosition.CommodityCode,
// 日期.
DailySummaryDate = date,
// 数量.
PositionQuantity = userPosition.Quantity,
// 收盘.
ClosePrice = cp.ClosePrice,
// 市值.
PositionValue = userPosition.Quantity * cp.ClosePrice,
// 有效.
IsActive = true,
};
// 止损 = 收盘 - 3ATR.
newData.StopLossPrice = newData.ClosePrice - 3 * cp.Atr;
// 取得前日数据.
DailySummary prevData =
context.DailySummarys.Where(p => p.UserCode == newData.UserCode &&
p.PositionCommodityCode == newData.PositionCommodityCode &&
p.DailySummaryDate < newData.DailySummaryDate).OrderByDescending(p => p.DailySummaryDate).FirstOrDefault();
if (prevData != null)
{
// 存在前日数据.
if (prevData.StopLossPrice > newData.StopLossPrice)
{
// 浮动止损， 只能上升，不能下降.
newData.StopLossPrice = prevData.StopLossPrice;
}
}
if (newData.ClosePrice <= newData.StopLossPrice)
{
// 当日收盘低于止损.
// 明日应当完成平仓操作.
newData.Todo = "准备平仓";
}
newData.BeforeInsertOperation();
newDataList.Add(newData);
}
// 先删除历史数据（如果有.）
var oldQuery =
from data in context.DailySummarys
where
data.UserCode == userCode &&
data.DailySummaryDate == date
select data;
List <DailySummary> oldDataList = oldQuery.ToList();
if (oldDataList.Count > 0)
{
context.DailySummarys.RemoveRange(oldDataList);
}
// 插入新数据.
context.DailySummarys.AddRange(newDataList);
// 保存.
context.SaveChanges();
result = true;
}
}
catch (Exception ex)
{
logger.Error(ex.Message, ex);
result = false;
ResultMessage = ex.Message;
}
return(result);
}
/// <summary>
/// 更新每日总结.
/// </summary>
/// <param name="newData"></param>
/// <returns></returns>
public bool InsertOrUpdateDailySummary(DailySummary newData)
{
bool result = false;
try
{
using (MyMiniTradingSystemContext context = new MyMiniTradingSystemContext())
{
// 查询数据是否已存在.
var query =
from data in context.DailySummarys
where
data.PositionCommodityCode == newData.PositionCommodityCode &&
data.UserCode == newData.UserCode &&
data.DailySummaryDate == newData.DailySummaryDate
select data;
DailySummary oldData = query.FirstOrDefault();
if (oldData != null)
{
// 更新.
// 数量.
oldData.PositionQuantity = newData.PositionQuantity;
// 收.
oldData.ClosePrice = newData.ClosePrice;
// 市值.
oldData.PositionValue = newData.PositionValue;
// 止损.
oldData.StopLossPrice = newData.StopLossPrice;
oldData.BeforeUpdateOperation();
}
else
{
// 插入.
newData.BeforeInsertOperation();
context.DailySummarys.Add(newData);
}
// 保存.
context.SaveChanges();
result = true;
}
}
catch (Exception ex)
{
logger.Error(ex.Message, ex);
result = false;
ResultMessage = ex.Message;
}
return(result);
}
public async Task <(List <DailySummary>, List <ExposureWindow>)> SetExposureDataAsync(
List <DailySummary> dailySummaryList,
List <ExposureWindow> exposueWindowList
)
{
_loggerService.StartMethod();
List <DailySummary> existDailySummaryList = await GetDailySummariesAsync();
List <ExposureWindow> existExposureWindowList = await GetExposureWindowsAsync();
List <DailySummary> filteredExistDailySummaryList = new List <DailySummary>();
// Filter and merge DailySummaries that have same DateMillisSinceEpoch value.
foreach (var existDailySummary in existDailySummaryList)
{
var conflictDailySummaryList = dailySummaryList
.Where(ds => ds.DateMillisSinceEpoch == existDailySummary.DateMillisSinceEpoch)
.ToList();
var conflictDailySummaryListCount = conflictDailySummaryList.Count();
if (conflictDailySummaryListCount == 0)
{
filteredExistDailySummaryList.Add(existDailySummary);
continue;
}
else if (conflictDailySummaryListCount > 1)
{
_loggerService.Warning($"The list conflictDailySummaryList count should be 1 but {conflictDailySummaryListCount}." +
"conflictDailySummaryList will be sorted and selected first value.");
conflictDailySummaryList.Sort(_dailySummaryComparer);
}
// `conflictDailySummaryList` count must be 1,
// because the DailySummary objects that have same DateMillisSinceEpoch value must be saved after merge.
DailySummary newDailySummary = conflictDailySummaryList.First();
if (existDailySummary.Equals(newDailySummary))
{
filteredExistDailySummaryList.Add(existDailySummary);
}
else
{
MergeDailySummarySelectMaxValues(existDailySummary, newDailySummary);
}
}
List <DailySummary> unionDailySummaryList = filteredExistDailySummaryList.Union(dailySummaryList).ToList();
List <ExposureWindow> unionExposureWindowList = existExposureWindowList.Union(exposueWindowList).ToList();
unionDailySummaryList.Sort(_dailySummaryComparer);
unionExposureWindowList.Sort(_exposureWindowComparer);
await SaveExposureDataAsync(unionDailySummaryList, unionExposureWindowList);
List <DailySummary> newDailySummaryList = unionDailySummaryList.Except(filteredExistDailySummaryList).ToList();
List <ExposureWindow> newExposureWindowList = unionExposureWindowList.Except(existExposureWindowList).ToList();
_loggerService.EndMethod();
return(newDailySummaryList, newExposureWindowList);
}
/// <summary>
/// Select and merge the maximum values of each DailySummary objects.
/// </summary>
/// <param name="from"></param>
/// <param name="to"></param>
private void MergeDailySummarySelectMaxValues(DailySummary from, DailySummary to)
{
_loggerService.StartMethod();
if (from.DateMillisSinceEpoch != to.DateMillisSinceEpoch)
{
_loggerService.Info($"DateMillisSinceEpoch is not match: {from.DateMillisSinceEpoch}, {to.DateMillisSinceEpoch}");
return;
}
if (from.DaySummary != null)
{
if (to.DaySummary == null)
{
to.DaySummary = new ExposureSummaryData();
}
to.DaySummary.ScoreSum = Math.Max(from.DaySummary.ScoreSum, to.DaySummary.ScoreSum);
to.DaySummary.MaximumScore = Math.Max(from.DaySummary.MaximumScore, to.DaySummary.MaximumScore);
to.DaySummary.WeightedDurationSum = Math.Max(from.DaySummary.WeightedDurationSum, to.DaySummary.WeightedDurationSum);
}
if (from.ConfirmedTestSummary != null)
{
if (to.ConfirmedTestSummary == null)
{
to.ConfirmedTestSummary = new ExposureSummaryData();
}
to.ConfirmedTestSummary.ScoreSum = Math.Max(from.ConfirmedTestSummary.ScoreSum, to.ConfirmedTestSummary.ScoreSum);
to.ConfirmedTestSummary.MaximumScore = Math.Max(from.ConfirmedTestSummary.MaximumScore, to.ConfirmedTestSummary.MaximumScore);
to.ConfirmedTestSummary.WeightedDurationSum = Math.Max(from.ConfirmedTestSummary.WeightedDurationSum, to.ConfirmedTestSummary.WeightedDurationSum);
}
if (from.ConfirmedClinicalDiagnosisSummary != null)
{
if (to.ConfirmedClinicalDiagnosisSummary == null)
{
to.ConfirmedClinicalDiagnosisSummary = new ExposureSummaryData();
}
to.ConfirmedClinicalDiagnosisSummary.ScoreSum = Math.Max(from.ConfirmedClinicalDiagnosisSummary.ScoreSum, to.ConfirmedClinicalDiagnosisSummary.ScoreSum);
to.ConfirmedClinicalDiagnosisSummary.MaximumScore = Math.Max(from.ConfirmedClinicalDiagnosisSummary.MaximumScore, to.ConfirmedClinicalDiagnosisSummary.MaximumScore);
to.ConfirmedClinicalDiagnosisSummary.WeightedDurationSum = Math.Max(from.ConfirmedClinicalDiagnosisSummary.WeightedDurationSum, to.ConfirmedClinicalDiagnosisSummary.WeightedDurationSum);
}
if (from.SelfReportedSummary != null)
{
if (to.SelfReportedSummary == null)
{
to.SelfReportedSummary = new ExposureSummaryData();
}
to.SelfReportedSummary.ScoreSum = Math.Max(from.SelfReportedSummary.ScoreSum, to.SelfReportedSummary.ScoreSum);
to.SelfReportedSummary.MaximumScore = Math.Max(from.SelfReportedSummary.MaximumScore, to.SelfReportedSummary.MaximumScore);
to.SelfReportedSummary.WeightedDurationSum = Math.Max(from.SelfReportedSummary.WeightedDurationSum, to.SelfReportedSummary.WeightedDurationSum);
}
if (from.RecursiveSummary != null)
{
if (to.RecursiveSummary == null)
{
to.RecursiveSummary = new ExposureSummaryData();
}
to.RecursiveSummary.ScoreSum = Math.Max(from.RecursiveSummary.ScoreSum, to.RecursiveSummary.ScoreSum);
to.RecursiveSummary.MaximumScore = Math.Max(from.RecursiveSummary.MaximumScore, to.RecursiveSummary.MaximumScore);
to.RecursiveSummary.WeightedDurationSum = Math.Max(from.RecursiveSummary.WeightedDurationSum, to.RecursiveSummary.WeightedDurationSum);
}
_loggerService.EndMethod();
}
